Revision 67095c96090cdfc0479abf9916e8ddcbf8ca316e authored by Roger Koenker on 10 January 2021, 22:30:06 UTC, committed by cran-robot on 10 January 2021, 22:30:06 UTC
1 parent d4080a3
boot.rq.pxy.Rd
\name{boot.rq.pxy}
\alias{boot.rq.pxy}
\title{
Preprocessing bootstrap method
}
\description{
Bootstrap method exploiting preprocessing strategy to reduce
computation time for large problem.
}
\usage{
boot.rq.pxy(x, y, s, tau = 0.5, coef, method = "fn", Mm.factor = 3)
}
\arguments{
\item{x}{
Design matrix
}
\item{y}{
response vector
}
\item{s}{
matrix of multinomial draws for xy bootstrap
}
\item{tau}{
quantile of interest
}
\item{coef}{
point estimate of fitted object
}
\item{method}{
fitting method for bootstrap
}
\item{Mm.factor}{
constant to determine initial sample size
}
}
\details{
See references for further details.
}
\value{
Returns matrix of bootstrap estimates.
}
\references{
Chernozhukov, V. I. Fernandez-Val and B. Melly,
Fast Algorithms for the Quantile Regression Process, 2019,
arXiv, 1909.05782,
Portnoy, S. and R. Koenker, The Gaussian Hare and the Laplacian
Tortoise, Statistical Science, (1997) 279-300
}
\author{
Blaise Melly and Roger Koenker
}
\seealso{
\code{\link{rq.fit.ppro}}
}
\keyword{bootstrap}
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